Last Update: 3 Aug 2020 20:15 GMT+0
The Canada 10Y Government Bond has a 0.466% yield.
10 Years vs 2 Years bond spread is 20.5 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.25% (last modification in March 2020).
The Canada credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 33.00 and implied probability of default is 0.55%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 3.5 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 5.8 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 20.5 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AA+
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 33.00 | 0.00 % | 0.00 % | +19.57 % | 0.55 % |
Canada Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 0.183% | 0.0 bp | -148.5 bp | ||||||
| 2 months | 0.171% | -0.3 bp | -148.3 bp | ||||||
| 3 months | 0.168% | -3.5 bp | -147.9 bp | ||||||
| 6 months | 0.181% | -4.9 bp | -145.4 bp | ||||||
| 1 year | 0.226% | -5.0 bp | -138.1 bp | 99.77 | +0.05 % | +1.37 % | |||
| 2 years | 0.261% | -3.3 bp | -116.3 bp | 99.48 | +0.07 % | +2.34 % | |||
| 3 years | 0.253% | -6.1 bp | -113.7 bp | 99.24 | +0.18 % | +3.44 % | |||
| 4 years | 0.243% | -6.4 bp | -109.1 bp | 99.03 | +0.25 % | +4.42 % | |||
| 5 years | 0.319% | -6.2 bp | -95.3 bp | 98.42 | +0.31 % | +4.84 % | |||
| 7 years | 0.317% | -6.7 bp | -95.3 bp | 97.81 | +0.47 % | +6.85 % | |||
| 10 years | 0.466% | -9.1 bp | -79.4 bp | 95.46 | +0.91 % | +8.19 % | |||
| 20 years | 0.712% | -12.3 bp | -67.8 bp | 86.77 | +2.47 % | +14.37 % | |||
| 30 years | 0.926% | -8.1 bp | -49.1 bp | 75.84 | +2.43 % | +15.66 % | |||
10Y Bond Yield Spread - Canada vs Main Countries
The Canada 10Y Government Bond has a 0.466% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 99.4 bp | +0.2 | -71.3 | ||
| France 10Y | 66.7 bp | -0.6 | -77.0 | ||
| Japan 10Y | 44.6 bp | -7.8 | -86.4 | ||
| United Kingdom 10Y | 36.0 bp | -1.0 | -38.3 | ||
| Spain 10Y | 13.2 bp | +1.6 | -89.1 | ||
| United States 10Y | -9.0 bp | +2.2 | +17.6 | ||
| Australia 10Y | -39.1 bp | -4.2 | -76.7 | ||
| Italy 10Y | -60.6 bp | +15.8 | -91.8 | ||
| China 10Y | -250.8 bp | -13.6 | -90.6 | ||
| India 10Y | -537.1 bp | -8.3 | -12.8 | ||
| Russia 10Y | -539.4 bp | +8.9 | -37.4 | ||
| Brazil 10Y | -586.1 bp | +6.4 | -53.4 |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 0.926% | 75.84 | 101.93 | 154.11 | 206.29 | 258.46 | 310.64 | |
| 20 years | 0.712% | 86.77 | 105.35 | 142.51 | 179.67 | 216.83 | 253.99 | |
| 10 years | 0.466% | 95.46 | 105.21 | 124.70 | 144.20 | 163.70 | 183.19 | |
| 7 years | 0.317% | 97.81 | 104.72 | 118.55 | 132.37 | 146.19 | 160.02 | |
| 5 years | 0.319% | 98.42 | 103.37 | 113.28 | 123.18 | 133.09 | 142.99 | |
| 4 years | 0.243% | 99.03 | 103.01 | 110.96 | 118.91 | 126.86 | 134.82 | |
| 3 years | 0.253% | 99.24 | 102.23 | 108.20 | 114.17 | 120.14 | 126.11 | |
| 2 years | 0.261% | 99.48 | 101.47 | 105.46 | 109.44 | 113.43 | 117.41 | |
| 1 year | 0.226% | 99.77 | 100.77 | 102.77 | 104.76 | 106.76 | 108.75 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||